Euro Bund Future June 2023


Trading Metrics calculated at close of trading on 11-May-2023
Day Change Summary
Previous Current
10-May-2023 11-May-2023 Change Change % Previous Week
Open 135.23 135.95 0.72 0.5% 135.01
High 136.15 137.29 1.14 0.8% 137.22
Low 134.99 135.78 0.79 0.6% 134.35
Close 135.96 136.73 0.77 0.6% 135.91
Range 1.16 1.51 0.35 30.2% 2.87
ATR 1.33 1.34 0.01 1.0% 0.00
Volume 766,631 881,677 115,046 15.0% 3,301,603
Daily Pivots for day following 11-May-2023
Classic Woodie Camarilla DeMark
R4 141.13 140.44 137.56
R3 139.62 138.93 137.15
R2 138.11 138.11 137.01
R1 137.42 137.42 136.87 137.77
PP 136.60 136.60 136.60 136.77
S1 135.91 135.91 136.59 136.26
S2 135.09 135.09 136.45
S3 133.58 134.40 136.31
S4 132.07 132.89 135.90
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 144.44 143.04 137.49
R3 141.57 140.17 136.70
R2 138.70 138.70 136.44
R1 137.30 137.30 136.17 138.00
PP 135.83 135.83 135.83 136.18
S1 134.43 134.43 135.65 135.13
S2 132.96 132.96 135.38
S3 130.09 131.56 135.12
S4 127.22 128.69 134.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.29 134.99 2.30 1.7% 1.10 0.8% 76% True False 653,335
10 137.29 133.64 3.65 2.7% 1.29 0.9% 85% True False 761,495
20 137.29 133.10 4.19 3.1% 1.15 0.8% 87% True False 738,931
40 140.30 133.10 7.20 5.3% 1.58 1.2% 50% False False 812,529
60 140.30 130.35 9.95 7.3% 1.48 1.1% 64% False False 690,534
80 140.30 130.35 9.95 7.3% 1.33 1.0% 64% False False 518,283
100 140.30 130.35 9.95 7.3% 1.13 0.8% 64% False False 414,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 143.71
2.618 141.24
1.618 139.73
1.000 138.80
0.618 138.22
HIGH 137.29
0.618 136.71
0.500 136.54
0.382 136.36
LOW 135.78
0.618 134.85
1.000 134.27
1.618 133.34
2.618 131.83
4.250 129.36
Fisher Pivots for day following 11-May-2023
Pivot 1 day 3 day
R1 136.67 136.53
PP 136.60 136.34
S1 136.54 136.14

These figures are updated between 7pm and 10pm EST after a trading day.

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